statsmodels.tsa.vector_ar.var_model.VAR.select_order¶
-
VAR.
select_order
(maxlags=None, trend='c')[source]¶ Compute lag order selections based on each of the available information criteria
- Parameters
- Returns
- selections
LagOrderResults
- selections
VAR.
select_order
(maxlags=None, trend='c')[source]¶Compute lag order selections based on each of the available information criteria
LagOrderResults